+174.8%
GSK vs IOVA
-92.2%
+267.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.4% |
| 7D | +4.9% | +1.9% | +3.0% | +4.9% |
| 30D | +10.8% | -44.1% | +55.0% | +11.3% |
| 3M | -1.8% | +28.9% | -30.7% | -2.2% |
| 6M | +4.1% | +125.7% | -121.6% | +2.9% |
| YTD | +7.9% | +199.3% | -191.4% | +6.3% |
| 1Y | +14.4% | +255.2% | -240.8% | +12.5% |
| 3Y | +68.1% | +106.8% | -38.7% | +64.9% |
| 5Y | +47.7% | -67.1% | +114.7% | +45.8% |
| 10Y | +100.5% | +16.7% | +83.8% | +97.1% |
| All | +174.8% | -92.2% | +267.0% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling